Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52238.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45874.04 Kr¶

PnL: ---------------------------------------> -848.56 Kr¶

DD now: ---------------------------------> -1.659 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 15:40:00.083577'

Anic Portfolio¶

Today¶

Return: -0.571 %¶

This Week¶

Return: -1.559 %¶

Total portfolio value¶

Return including deposits: 71.017 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.310000 4463.100000 143.100000 3.310000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 4.300000 665.420000 26.420000 4.130000 638.999984
NCC B 7 2.600000 661.850000 7.850000 1.200000 653.999997
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
SynAct Pharma 9 -0.140000 644.400000 -0.600000 -0.090000 645.000003
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
NCC A 6 -0.400000 596.400000 -2.600000 -0.430000 598.999998
Sdiptech B 3 1.110000 819.000000 -3.000000 -0.360000 822.000000
SCA A 4 -1.060000 596.000000 -3.000000 -0.500000 599.000000
Addnode Group B 6 -0.480000 746.400000 -3.600000 -0.480000 750.000000
Biotage 4 -0.790000 599.200000 -3.800000 -0.630000 603.000000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Latour B 2 -0.130000 444.800000 -4.200000 -0.940000 449.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Sampo Oyj SDB 1 1.010000 500.000000 -5.000000 -0.990000 505.000000
Investor B 3 -0.890000 649.650000 -5.850000 -0.890000 655.500000
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Embracer Group B 26 0.500000 653.380000 -8.620000 -1.300000 661.999988
Indutrade 5 -0.570000 1305.500000 -14.500000 -1.100000 1320.000000
Humana 40 -0.360000 659.200000 -14.800000 -2.200000 674.000000
Fortnox 10 -1.280000 646.600000 -21.400000 -3.200000 668.000000
Lime Technologies 2 3.490000 564.000000 -29.000000 -4.890000 593.000000
Vitrolife 3 -1.380000 644.400000 -32.600000 -4.820000 677.000001
Volati 5 -0.190000 539.000000 -35.000000 -6.100000 574.000000
Xvivo Perfusion 3 -2.000000 807.000000 -38.000000 -4.500000 845.000001
Lundin Gold 7 -1.340000 928.200000 -45.800000 -4.700000 973.999999
Creades A 7 -9.310000 555.450000 -55.550000 -9.090000 610.999998
Ambea 68 -1.090000 2473.840000 -63.160000 -2.490000 2537.000032
Investor A 16 -0.960000 3470.400000 -74.600000 -2.100000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.260000 3804.000000 -112.000000 -2.860000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -10.930000 2682.500000 -277.500000 -9.380000 2960.000000
TOTAL 45874.040000 -848.560000 -1.65918% 46722.599938

Updated:¶

'2023-06-09 15:40:16.653068'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶